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In the Newedge CTA Index, seven of the month’s top 10 performers employ trend-following strategies.

The top YTD performer of 2013 through October remains the Newedge Commodity Trading Index (Equity), which has returned 17.72% over the 10-month period.

Some of the top performing hedge funds during October included:

The Newedge CTA Index:

• Man Investments (AHL Diversified): est. +6.48 percent
• Lynx Bermuda Ltd (D): est. +4.64 percent
• Graham Capital (K4D-15V): est. +3.33 percent The Newedge Trend Index:
• Man Investments (AHL Diversified): est. +6.48 percent
• Lynx Bermuda Ltd (D): est. +4.64 percent
• Graham Capital (K4D-15V): est. +3.33 percent

  The Newedge STTI Index:

• Amplitude Capital (Klassik A): est. +3.30 percent
• Kaiser Capital (Global Diversified): est. +1.42 percent
• Crabel Capital (Multi-Product): est. +0.70 percent

The Newedge Trend Index, which is equally weighted, calculates the daily rate of return for a pool of the largest 10 trend following-based CTAs that are willing to provide daily returns and are open to new investment.

The Newedge Trend Indicator is a market based performance indicator designed to have a high correlation to the returns of trend following strategies.

The Newedge Short-Term Traders Index is designed to track the daily performance of a portfolio of the largest 10 short-term, diversified CTAs who have a holding period shorter than 10 days, are willing to provide daily returns and are open to new investment.

The Newedge Commodity Trading Index includes funds that utilize a variety of investment strategies to profit from price moves in commodity markets. Managers may typically use either a trading orientated approach, typically involving the trading of physical commodity products and/or of commodity derivative instruments in either directional or relative value strategies; or long short equity strategies focused on commodity related stocks.

Press release

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